Стратегия Expert Alligator

using System;

using Ecng.Common;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// Expert Alligator strategy: Triple SMA (Alligator concept).
/// Buys when lips > teeth > jaw (bullish alignment).
/// Sells when lips < teeth < jaw (bearish alignment).
/// </summary>
public class ExpertAlligatorStrategy : Strategy
{
	private readonly StrategyParam<DataType> _candleType;

	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	public ExpertAlligatorStrategy()
	{
		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(30).TimeFrame())
			.SetDisplay("Candle Type", "Candle timeframe", "General");
	}

	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		// Alligator: Jaw=13, Teeth=8, Lips=5
		var lips = new SimpleMovingAverage { Length = 5 };
		var teeth = new SimpleMovingAverage { Length = 8 };
		var jaw = new SimpleMovingAverage { Length = 13 };

		decimal? prevLips = null;
		decimal? prevTeeth = null;

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(lips, teeth, jaw, (candle, lipsVal, teethVal, jawVal) =>
			{
				if (candle.State != CandleStates.Finished)
					return;

				if (!IsFormedAndOnlineAndAllowTrading())
					return;

				if (prevLips.HasValue && prevTeeth.HasValue)
				{
					var lipsCrossUp = prevLips.Value <= prevTeeth.Value && lipsVal > teethVal;
					var lipsCrossDown = prevLips.Value >= prevTeeth.Value && lipsVal < teethVal;

					if (lipsCrossUp && teethVal > jawVal && Position <= 0)
						BuyMarket();
					else if (lipsCrossDown && teethVal < jawVal && Position >= 0)
						SellMarket();
				}

				prevLips = lipsVal;
				prevTeeth = teethVal;
			})
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, lips);
			DrawIndicator(area, teeth);
			DrawIndicator(area, jaw);
			DrawOwnTrades(area);
		}
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import SimpleMovingAverage
from StockSharp.Algo.Strategies import Strategy


class expert_alligator_strategy(Strategy):
    def __init__(self):
        super(expert_alligator_strategy, self).__init__()

        self._lips = None
        self._teeth = None
        self._jaw = None
        self._prev_lips = None
        self._prev_teeth = None

    def OnReseted(self):
        super(expert_alligator_strategy, self).OnReseted()
        self._lips = None
        self._teeth = None
        self._jaw = None
        self._prev_lips = None
        self._prev_teeth = None

    def OnStarted2(self, time):
        super(expert_alligator_strategy, self).OnStarted2(time)

        self._lips = SimpleMovingAverage()
        self._lips.Length = 5
        self._teeth = SimpleMovingAverage()
        self._teeth.Length = 8
        self._jaw = SimpleMovingAverage()
        self._jaw.Length = 13

        subscription = self.SubscribeCandles(DataType.TimeFrame(TimeSpan.FromMinutes(30)))
        subscription.Bind(self._lips, self._teeth, self._jaw, self._process_candle)
        subscription.Start()

    def _process_candle(self, candle, lips_value, teeth_value, jaw_value):
        if candle.State != CandleStates.Finished:
            return

        if not self._lips.IsFormed or not self._teeth.IsFormed or not self._jaw.IsFormed:
            return

        lips_val = float(lips_value)
        teeth_val = float(teeth_value)
        jaw_val = float(jaw_value)

        if self._prev_lips is not None and self._prev_teeth is not None:
            lips_cross_up = self._prev_lips <= self._prev_teeth and lips_val > teeth_val
            lips_cross_down = self._prev_lips >= self._prev_teeth and lips_val < teeth_val

            if lips_cross_up and teeth_val > jaw_val and self.Position <= 0:
                self.BuyMarket()
            elif lips_cross_down and teeth_val < jaw_val and self.Position >= 0:
                self.SellMarket()

        self._prev_lips = lips_val
        self._prev_teeth = teeth_val

    def CreateClone(self):
        return expert_alligator_strategy()